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Learning to round for discrete labeling problems

Abstract:
Discrete labeling problems are often solved by formulating them as an integer program, and relaxing the integrality constraint to a continuous domain. While the continuous relaxation is closely related to the original integer program, its optimal solution is often fractional. Thus, the success of a relaxation depends crucially on the availability of an accurate rounding procedure. The problem of identifying an accurate rounding procedure has mainly been tackled in the theoretical computer science community through mathematical analysis of the worst-case. However, this approach is both onerous and ignores the distribution of the data encountered in practice. We present a novel interpretation of rounding procedures as sampling from a latent variable model, which opens the door to the use of powerful machine learning formulations in their design. Inspired by the recent success of deep latent variable models we parameterize rounding procedures as a neural network, which lends itself to efficient optimization via back-propagation. By minimizing the expected value of the objective of the discrete labeling problem over training samples, we learn a rounding procedure that is more suited to the task at hand. Using both synthetic and real world data sets, we demonstrate that our approach can outperform the state-of-the-art hand-designed rounding procedures.
Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
Lady Margaret Hall
Role:
Author


Publisher:
PMLR
Host title:
Proceedings of the 21st International Conference on Artificial Intelligence and Statistics (AISTATS) 2018
Journal:
21st International Conference on Artificial Intelligence and Statistics (AISTATS) 2018 More from this journal
Volume:
84
Pages:
1047-1056
Series:
Proceedings of Machine Learning Research
Publication date:
2018-03-31
Acceptance date:
2017-12-22
ISSN:
1938-7228


Pubs id:
pubs:826797
UUID:
uuid:a92ece28-d8b1-4498-b7e6-c67f6301756e
Local pid:
pubs:826797
Source identifiers:
826797
Deposit date:
2018-02-27
ARK identifier:

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